+529.6%
IQV vs FHN
+221.2%
+308.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | -2.5% | +2.1% | -4.6% | -3.1% |
| 30D | +1.2% | +3.8% | -2.6% | 0.0% |
| 3M | +9.8% | -8.9% | +18.7% | +12.6% |
| 6M | +53.8% | +1.8% | +52.0% | +52.7% |
| YTD | +17.6% | +0.6% | +17.0% | +16.8% |
| 1Y | +18.6% | +12.9% | +5.7% | +13.8% |
| 3Y | +36.9% | +126.4% | -89.5% | +5.9% |
| 5Y | +4.1% | +62.3% | -58.2% | -17.2% |
| 10Y | +243.7% | +84.0% | +159.8% | +126.3% |
| All | +529.6% | +221.2% | +308.3% | +240.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling